Ergodic control for a mean reverting inventory model (Q1716996): Difference between revisions
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Revision as of 04:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic control for a mean reverting inventory model |
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Ergodic control for a mean reverting inventory model (English)
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5 February 2019
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dynamic programming
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inventory policy
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mean reverting model
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ergodic control
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stochastic impulse control
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